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Modelling, Pricing, and Hedging Counterparty Credit Exposure
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Modelling, Pricing, and Hedging Counterparty Credit Exposure

It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?rm.
Undertittel
A Technical Guide
Opplag
2010 ed.
ISBN
9783642262081
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
1.3.2012
Antall sider
254